+79.2%
CIFR vs IWD
+135.2%
-56.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.6% |
| 7D | +16.9% | -0.3% | +17.2% | +17.9% |
| 30D | -5.2% | +0.6% | -5.8% | -6.9% |
| 3M | -30.6% | +7.2% | -37.8% | -41.0% |
| 6M | +10.6% | +16.2% | -5.6% | -18.8% |
| YTD | +20.2% | +23.3% | -3.1% | -21.4% |
| 1Y | +139.7% | +29.6% | +110.2% | +43.7% |
| 3Y | +489.4% | +70.5% | +418.9% | +148.7% |
| 5Y | +54.4% | +73.5% | -19.1% | -34.1% |
| All | +79.2% | +135.2% | -56.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling